export const BENCHMARK = [
    {value : '000001.SH', label : '上证指数'},
    {value : '000300.SH', label : '沪深300'},
    {value : '399001.SZ', label : '深证成指'}
]

export const BACKTEST_STATUS = {
    1 : '待执行',
    2 : '运行中',
    3 : '完成',
    4 : '失败'
}

export const TRANS = {
    benchmark_return: "基准收益",
    strategy_return: "年化收益",
    strategy_annual_return: "策略年化收益",
    benchmark_annual_return: "基准年化收益率",
    strategy_annual_volatility: "策略波动率",
    strategy_downside_risk: "下行波动率",
    benchmark_annual_volatility: "基准波动率",
    strategy_beta: "贝塔",
    strategy_alpha: "阿尔法",
    strategy_sharpe: "夏普率",
    strategy_information_ratio: "信息比率",
    strategy_max_drawdown: "最大回撤",
    strategy_calmar_ratio: "卡玛比率",
    strategy_sortino_ratio: "索提诺比率",
    snq: "snq",
    trades: "交易次数",
    vwr: "vwr",
    won: "盈利次数",
    lost: "亏损次数",
    start_date: "开始时间",
    end_date: "结束时间",
    cash: "金额",
}

export const COMPARE_OPERATOR = [
    {value : 0, label : '排名最大'},
    {value : 1, label : '排名最小'},
    {value : 2, label : '值区间'},
    {value : 3, label : '百分比区间'},
    {value : 4, label : '排名区间'}
]